+512.2%
DHR vs FCUV
-95.9%
+608.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.2% |
| 7D | -2.4% | -63.8% | +61.3% | -2.3% |
| 30D | -2.2% | -14.7% | +12.5% | -2.3% |
| 3M | +9.0% | +65.3% | -56.4% | +7.6% |
| 6M | +3.5% | -68.5% | +72.0% | +2.6% |
| YTD | -10.1% | -83.0% | +72.9% | -10.8% |
| 1Y | +6.2% | -94.4% | +100.6% | +5.7% |
| 3Y | -5.4% | -99.3% | +93.9% | -5.8% |
| 5Y | -27.9% | -99.9% | +72.0% | -28.2% |
| 10Y | +215.7% | -98.6% | +314.4% | +214.9% |
| All | +512.2% | -95.9% | +608.1% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling